An algebraic estimator for large spectral density matrices

5 April 2021

Papers citing "An algebraic estimator for large spectral density matrices"

4 / 4 papers shown

Title
Sparse Vector Autoregressive Modeling Richard A. Davis P. Zang Tian Zheng 125 206 0 02 Jul 2012
Large Covariance Estimation by Thresholding Principal Orthogonal Complements Jianqing Fan Yuan Liao Martina Mincheva 139 855 0 30 Dec 2011
Latent variable graphical model selection via convex optimization V. Chandrasekaran P. Parrilo A. Willsky CML 207 509 0 06 Aug 2010
Covariance regularization by thresholding Peter J. Bickel Elizaveta Levina 204 1,273 0 20 Jan 2009